검색결과 : 6건
| No. | Article |
|---|---|
| 1 |
FORWARD BACKWARD SEMIMARTINGALE SYSTEMS FOR UTILITY MAXIMIZATION Santacroce M, Trivellato B SIAM Journal on Control and Optimization, 52(6), 3517, 2014 |
| 2 |
ADMISSIBLE STRATEGIES IN SEMIMARTINGALE PORTFOLIO SELECTION Biagini S, Cerny A SIAM Journal on Control and Optimization, 49(1), 42, 2011 |
| 3 |
L (2)-approximating Pricing under Restricted Information Mania M, Tevzadze R, Toronjadze T Applied Mathematics and Optimization, 60(1), 39, 2009 |
| 4 |
Robustness of exponential stability of a class of stochastic functional differential equations with infinite delay Hu YZ, Wu FK, Huang CM Automatica, 45(11), 2577, 2009 |
| 5 |
MEAN-VARIANCE HEDGING UNDER PARTIAL INFORMATION Mania M, Tevzadze R, Toronjadze T SIAM Journal on Control and Optimization, 47(5), 2381, 2008 |
| 6 |
A semimartingale backward equation and the variance-optimal martingale measure under general information flow Mania M, Tevzadze R SIAM Journal on Control and Optimization, 42(5), 1703, 2003 |